GuideMark® Large Cap Core Institutional (GILGX)
25.28
-0.02 (-0.09%)
USD |
May 20 2022
GILGX Max Drawdown (5Y): 35.11% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 35.11% |
| March 31, 2022 | 35.11% |
| February 28, 2022 | 35.11% |
| January 31, 2022 | 35.11% |
| December 31, 2021 | 35.11% |
| November 30, 2021 | 35.11% |
| October 31, 2021 | 35.11% |
| September 30, 2021 | 35.11% |
| August 31, 2021 | 35.11% |
| July 31, 2021 | 35.11% |
| June 30, 2021 | 35.11% |
| May 31, 2021 | 35.11% |
| April 30, 2021 | 35.11% |
| March 31, 2021 | 35.11% |
| February 28, 2021 | 35.11% |
| January 31, 2021 | 35.11% |
| December 31, 2020 | 35.11% |
| November 30, 2020 | 35.11% |
| October 31, 2020 | 35.11% |
| September 30, 2020 | 35.11% |
| August 31, 2020 | 35.11% |
| July 31, 2020 | 35.11% |
| June 30, 2020 | 35.11% |
| May 31, 2020 | 35.11% |
| April 30, 2020 | 35.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 35.11% |
| February 29, 2020 | 21.05% |
| January 31, 2020 | 21.05% |
| December 31, 2019 | 21.05% |
| November 30, 2019 | 21.05% |
| October 31, 2019 | 21.05% |
| September 30, 2019 | 21.05% |
| August 31, 2019 | 21.05% |
| July 31, 2019 | 21.05% |
| June 30, 2019 | 21.05% |
| May 31, 2019 | 21.05% |
| April 30, 2019 | 21.05% |
| March 31, 2019 | 21.05% |
| February 28, 2019 | 21.05% |
| January 31, 2019 | 21.05% |
| December 31, 2018 | 21.05% |
| November 30, 2018 | 16.72% |
| October 31, 2018 | 16.72% |
| September 30, 2018 | 16.72% |
| August 31, 2018 | 16.72% |
| July 31, 2018 | 16.72% |
| June 30, 2018 | 16.72% |
| May 31, 2018 | 16.72% |
| April 30, 2018 | 16.72% |
| March 31, 2018 | 16.72% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
16.72%
Minimum
May 2017
35.11%
Maximum
Mar 2020
25.77%
Average
21.05%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI S&P 500 Index I (SIMT) | 33.85% |
| Columbia Large Cap Enhanced Core Inst2 | 34.46% |
| AB Select US Equity I | 32.57% |
| Franklin U.S. Large Cap Equity I | 35.23% |
| JNL/Mellon S&P 500 Index I | 33.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8617 |
| Beta (5Y) | 1.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.53% |
| Historical Sharpe Ratio (5Y) | 0.7597 |
| Historical Sortino (5Y) | 0.7703 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.82% |